Anic Equity¶

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Total return since start: 0.557 %¶

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Equity now: -----------------------------> 47571.24 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46176.33 Kr¶

PnL: ---------------------------------------> -712.24 Kr¶

DD now: ---------------------------------> -2.177 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:36:06.002273'

Anic Portfolio¶

Today¶

Return: -0.699 %¶

This Week¶

Return: 0.08 %¶

Total¶

Return: 55.736 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.490000 3099.200000 128.200000 4.320000 2971.000006
HEBA B 70 -1.740000 2761.500000 125.500000 4.760000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
Corem Property Group B 59 -0.460000 634.840000 57.840000 10.020000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.580000 404.200000 49.200000 13.860000 355.000000
Norva24 Group 16 0.670000 576.000000 33.000000 6.080000 543.000000
OEM International B 7 -0.120000 560.700000 32.700000 6.190000 527.999997
SAAB B 8 -0.090000 3398.400000 21.400000 0.630000 3377.000000
HMS Networks 2 -2.360000 694.400000 21.400000 3.180000 673.000000
Boozt 12 -2.860000 1674.000000 20.000000 1.210000 1653.999996
MedCap 2 -1.350000 440.000000 19.000000 4.510000 421.000000
Intrum 4 -1.480000 544.600000 17.600000 3.340000 527.000000
Eastnine 4 -0.160000 507.200000 16.200000 3.300000 491.000000
Coor Service Management Hold. 8 -0.650000 548.000000 16.000000 3.010000 532.000000
AcadeMedia 12 -1.100000 562.800000 5.800000 1.040000 557.000004
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -2.800000 249.600000 3.600000 1.460000 246.000000
Fastighetsbolag. Emilshus Pref 21 -0.740000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 -0.130000 566.400000 2.400000 0.430000 564.000000
Securitas B 6 -0.440000 571.800000 1.800000 0.320000 570.000000
Resurs Holding 22 -0.950000 573.760000 -0.240000 -0.040000 573.999998
Essity B 2 0.560000 573.400000 -0.600000 -0.100000 574.000000
Handelsbanken A 5 0.740000 545.000000 -1.000000 -0.180000 546.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Karnov Group 9 0.170000 529.200000 -6.800000 -1.270000 536.000004
Midsona B 63 -0.660000 570.780000 -12.220000 -2.100000 582.999984
CTEK 13 -2.560000 520.000000 -14.000000 -2.620000 533.999999
Nordea Bank Abp 29 -0.290000 3429.540000 -24.460000 -0.710000 3453.999992
International Petroleum Corp. 5 -1.430000 552.500000 -42.070000 -7.080000 594.565215
Vivesto 1368 0.000000 569.910000 -43.090000 -7.030000 612.999432
Sampo Oyj SDB 7 0.000000 3738.000000 -112.000000 -2.910000 3850.000000
Axfood 13 -0.610000 3606.200000 -149.800000 -3.990000 3756.000001
OX2 18 -1.830000 1499.400000 -164.600000 -9.890000 1663.999992
Fasadgruppen Group 35 0.000000 3447.500000 -363.500000 -9.540000 3810.999990
Ovzon 52 -1.740000 2932.800000 -429.200000 -12.770000 3361.999992
TOTAL 46176.330000 -712.240000 -2.17695% 46888.564618

Updated:¶

'2023-01-19 09:36:18.602500'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶